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SAUM.L vs. QQQM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SAUM.L and QQQM is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

SAUM.L vs. QQQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) (SAUM.L) and Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
3.29%
9.99%
SAUM.L
QQQM

Key characteristics

Sharpe Ratio

SAUM.L:

0.87

QQQM:

1.31

Sortino Ratio

SAUM.L:

1.29

QQQM:

1.79

Omega Ratio

SAUM.L:

1.15

QQQM:

1.24

Calmar Ratio

SAUM.L:

1.16

QQQM:

1.77

Martin Ratio

SAUM.L:

2.46

QQQM:

6.11

Ulcer Index

SAUM.L:

4.43%

QQQM:

3.92%

Daily Std Dev

SAUM.L:

12.51%

QQQM:

18.29%

Max Drawdown

SAUM.L:

-31.05%

QQQM:

-35.05%

Current Drawdown

SAUM.L:

-1.39%

QQQM:

-2.47%

Returns By Period

In the year-to-date period, SAUM.L achieves a 10.23% return, which is significantly higher than QQQM's 2.93% return.


SAUM.L

YTD

10.23%

1M

2.64%

6M

8.06%

1Y

11.00%

5Y*

8.62%

10Y*

N/A

QQQM

YTD

2.93%

1M

-1.01%

6M

9.98%

1Y

20.88%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SAUM.L vs. QQQM - Expense Ratio Comparison

SAUM.L has a 0.12% expense ratio, which is lower than QQQM's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


QQQM
Invesco NASDAQ 100 ETF
Expense ratio chart for QQQM: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for SAUM.L: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

SAUM.L vs. QQQM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SAUM.L
The Risk-Adjusted Performance Rank of SAUM.L is 3535
Overall Rank
The Sharpe Ratio Rank of SAUM.L is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of SAUM.L is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SAUM.L is 3232
Omega Ratio Rank
The Calmar Ratio Rank of SAUM.L is 4747
Calmar Ratio Rank
The Martin Ratio Rank of SAUM.L is 2828
Martin Ratio Rank

QQQM
The Risk-Adjusted Performance Rank of QQQM is 5656
Overall Rank
The Sharpe Ratio Rank of QQQM is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQM is 5252
Sortino Ratio Rank
The Omega Ratio Rank of QQQM is 5454
Omega Ratio Rank
The Calmar Ratio Rank of QQQM is 6161
Calmar Ratio Rank
The Martin Ratio Rank of QQQM is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SAUM.L vs. QQQM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) (SAUM.L) and Invesco NASDAQ 100 ETF (QQQM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for SAUM.L, currently valued at 0.72, compared to the broader market0.002.004.000.721.15
The chart of Sortino ratio for SAUM.L, currently valued at 1.09, compared to the broader market0.005.0010.001.091.58
The chart of Omega ratio for SAUM.L, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.21
The chart of Calmar ratio for SAUM.L, currently valued at 0.95, compared to the broader market0.005.0010.0015.000.951.52
The chart of Martin ratio for SAUM.L, currently valued at 2.07, compared to the broader market0.0020.0040.0060.0080.00100.002.075.24
SAUM.L
QQQM

The current SAUM.L Sharpe Ratio is 0.87, which is lower than the QQQM Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of SAUM.L and QQQM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.72
1.15
SAUM.L
QQQM

Dividends

SAUM.L vs. QQQM - Dividend Comparison

SAUM.L has not paid dividends to shareholders, while QQQM's dividend yield for the trailing twelve months is around 0.59%.


TTM20242023202220212020
SAUM.L
iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%
QQQM
Invesco NASDAQ 100 ETF
0.59%0.61%0.65%0.83%0.40%0.16%

Drawdowns

SAUM.L vs. QQQM - Drawdown Comparison

The maximum SAUM.L drawdown since its inception was -31.05%, smaller than the maximum QQQM drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for SAUM.L and QQQM. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.28%
-2.47%
SAUM.L
QQQM

Volatility

SAUM.L vs. QQQM - Volatility Comparison

The current volatility for iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) (SAUM.L) is 4.42%, while Invesco NASDAQ 100 ETF (QQQM) has a volatility of 4.98%. This indicates that SAUM.L experiences smaller price fluctuations and is considered to be less risky than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
4.42%
4.98%
SAUM.L
QQQM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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